PCA Index Dashboard Examples

This script was last run at 2024-03-15 20:30:09.177495+00:00 (UTC)
In US/Central Time, this is 2024-03-15 15:30:09.177495-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897586	-0.476041	0.085536	-0.007449	0.545798	0.254852
1997-01-03	-0.885878	-0.476041	-0.156238	0.008071	0.745355	0.205701
1997-01-06	-0.881975	-0.476041	-0.064821	-0.015209	0.778229	0.269635
1997-01-07	-0.881975	-0.455211	-0.129775	-0.046249	0.837848	0.383234
1997-01-08	-0.893683	-0.455211	-0.022721	-0.085050	0.785889	0.496440
...	...	...	...	...	...	...
2024-03-08	-0.819530	-1.475868	-0.684292	1.870482	1.022918	-0.227941
2024-03-11	-0.819530	-1.496697	-0.626555	1.870482	0.924618	-0.175618
2024-03-12	-0.842947	-1.507112	-0.792549	1.816162	1.034643	0.037239
2024-03-13	-0.862461	-1.507112	-0.803374	1.761842	1.065114	0.154171
2024-03-14	-0.862461	-1.475868	-0.725189	1.761842	0.888060	0.499816

7187 rows × 6 columns

pc1

DATE
1997-01-02   -0.579075
1997-01-03   -0.685278
1997-01-06   -0.668162
1997-01-07   -0.704552
1997-01-08   -0.674199
                ...   
2024-03-08   -1.510856
2024-03-11   -1.486418
2024-03-12   -1.590219
2024-03-13   -1.612235
2024-03-14   -1.595010
Name: PC1, Length: 7187, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()